+13,845.6%
SPGI vs DOV
+5,976.9%
+7,868.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -2.0% |
| 7D | +0.1% | -2.7% | +2.8% | +1.3% |
| 30D | +8.4% | -8.1% | +16.5% | +12.3% |
| 3M | +11.8% | -9.4% | +21.2% | +15.9% |
| 6M | +5.7% | -12.6% | +18.3% | +10.6% |
| YTD | -9.7% | -0.5% | -9.2% | -11.1% |
| 1Y | -12.5% | +9.2% | -21.7% | -17.7% |
| 3Y | +21.8% | +34.1% | -12.3% | +3.3% |
| 5Y | +8.2% | +17.3% | -9.1% | -3.7% |
| 10Y | +309.5% | +284.9% | +24.6% | +115.6% |
| All | +13,845.6% | +5,976.9% | +7,868.7% | +2,947.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DOV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling